DAX Index Future March 2016

Trading Metrics calculated at close of trading on 02-Mar-2016

Day Change Summary
	Previous	Current
	01-Mar-2016	02-Mar-2016	Change	Change %	Previous Week
Open	9,432.0	9,811.0	379.0	4.0%	9,435.0
High	9,776.5	9,838.5	62.0	0.6%	9,586.0
Low	9,425.0	9,692.0	267.0	2.8%	9,120.5
Close	9,714.5	9,776.0	61.5	0.6%	9,525.5
Range	351.5	146.5	-205.0	-58.3%	465.5
ATR	267.0	258.4	-8.6	-3.2%	0.0
Volume	101,876	82,539	-19,337	-19.0%	559,338

Daily Pivots for day following 02-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,208.3	10,138.7	9,856.6
R3	10,061.8	9,992.2	9,816.3
R2	9,915.3	9,915.3	9,802.9
R1	9,845.7	9,845.7	9,789.4	9,807.3
PP	9,768.8	9,768.8	9,768.8	9,749.6
S1	9,699.2	9,699.2	9,762.6	9,660.8
S2	9,622.3	9,622.3	9,749.1
S3	9,475.8	9,552.7	9,735.7
S4	9,329.3	9,406.2	9,695.4

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	10,807.2	10,631.8	9,781.5
R3	10,341.7	10,166.3	9,653.5
R2	9,876.2	9,876.2	9,610.8
R1	9,700.8	9,700.8	9,568.2	9,788.5
PP	9,410.7	9,410.7	9,410.7	9,454.5
S1	9,235.3	9,235.3	9,482.8	9,323.0
S2	8,945.2	8,945.2	9,440.2
S3	8,479.7	8,769.8	9,397.5
S4	8,014.2	8,304.3	9,269.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,838.5	9,197.0	641.5	6.6%	208.8	2.1%	90%	True	False	105,255
10	9,838.5	9,120.5	718.0	7.3%	200.5	2.1%	91%	True	False	103,803
20	9,838.5	8,690.5	1,148.0	11.7%	233.9	2.4%	95%	True	False	116,744
40	10,403.5	8,690.5	1,713.0	17.5%	255.4	2.6%	63%	False	False	121,402
60	11,336.0	8,690.5	2,645.5	27.1%	258.0	2.6%	41%	False	False	97,856
80	11,439.0	8,690.5	2,748.5	28.1%	237.7	2.4%	39%	False	False	73,779
100	11,439.0	8,690.5	2,748.5	28.1%	222.9	2.3%	39%	False	False	59,245
120	11,439.0	8,690.5	2,748.5	28.1%	222.8	2.3%	39%	False	False	49,423

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	33.8
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	10,461.1
2.618	10,222.0
1.618	10,075.5
1.000	9,985.0
0.618	9,929.0
HIGH	9,838.5
0.618	9,782.5
0.500	9,765.3
0.382	9,748.0
LOW	9,692.0
0.618	9,601.5
1.000	9,545.5
1.618	9,455.0
2.618	9,308.5
4.250	9,069.4

Fisher Pivots for day following 02-Mar-2016
Pivot	1 day	3 day
R1	9,772.4	9,711.4
PP	9,768.8	9,646.8
S1	9,765.3	9,582.3

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These figures are updated between 7pm and 10pm EST after a trading day.

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